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Distress Dependence and Financial Stability

In: Financial Stability, Monetary Policy, and Central Banking

Author

Listed:
  • Miguel A. Segoviano

    (Comisión Nacional Bancaria y de Valores, México)

  • Charles A.E. Goodhart

    (London School of Economics)

Abstract

No abstract is available for this item.

Suggested Citation

  • Miguel A. Segoviano & Charles A.E. Goodhart, 2011. "Distress Dependence and Financial Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 11, pages 327-370, Central Bank of Chile.
    • Handle: RePEc:chb:bcchsb:v15c11pp327-370
    as

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    File URL: https://si2.bcentral.cl/public/pdf/banca-central/pdf/v15/Vol15_327-370.pdf
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    References listed on IDEAS

    as
    1. Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-883, November.
    2. Miguel A. Segoviano, 2006. "Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments," IMF Working Papers 2006/283, International Monetary Fund.
    3. Philip Lowe & Miguel A. Segoviano, 2002. "Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy," BIS Working Papers 117, Bank for International Settlements.
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